#snapshot #market-data #candle #orderbook

yanked cxmr-snapshots

Snapshots library

0.0.7 Jan 5, 2020
0.0.6 Jan 5, 2020
0.0.5 Jan 5, 2020
0.0.2 Jan 5, 2020
0.0.1 Jan 1, 2020

#24 in #candle


Used in 3 crates

GPL-3.0 license

17KB
416 lines

Squashing of historical market data creates candle data with orderbook snapshot. It can be easily rebinned to create lower resolution DUFUS tests for algorithms.

Dependencies

~5–11MB
~122K SLoC